A session zero is basically a meeting where the DM and players talk about what kind of campaign they will play, the setting, whether the game will be more combat or RP heavy, whether it will be serious or humorous, topics or themes they’d rather avoid and those they’d like to explore, and maybe a bit about the player characters and how they fit into the story. It’s a good chance to get to know the other players and see whether you’re a good fit for the group.
Yep, that makes a lot of sense. Making an entire character can take quite long, so I try to do it outside of group sessions especially with new players, but some aspects should be talked through with the group.